Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000245.0765 | 808884.9119 | 191360.1646 | 13148518.2871 | 17112778.5326 | -3964260.2455 |
Total P&L (%) | 1000.2451 | 808.8849 | 191.3602 | 13148.5183 | 17112.7785 | -3964.2602 |
Avg Daily Profit (%) | 0.4001 | 0.3235 | 0.0765 | 0.1956 | 0.2061 | 0 |
Buy And Hold Return (%) | 736.7071 | 736.7071 | 736.7071 | 736.7071 | 736.7071 | 736.7071 |
Max Trade Drawdown | -93516 | -52444 | -96263 | -9169240 | -1098049 | -10281937 |
Profit Factor | 3.4026 | 5.9947 | 1.7523 | 1.9429 | 7.898 | 0.6542 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 63.0435 | 58.6957 | 67.3913 | 63.0435 | 58.6957 | 67.3913 |
Ratio Avg Win / Avg Loss | 1.9946 | 4.2185 | 0.8479 | 1.139 | 5.5578 | 0.3165 |
Largest Winning Trade | 249388 | 249388 | 53708 | 10133674 | 10133674 | 1474109 |
Largest Losing Trade | -88583 | -40135 | -88583 | -9169240 | -654357 | -9169240 |
Avg Bars in Trades | 105 | 111 | 100 | 105 | 111 | 100 |
Avg Bars in Winners | 108 | 108 | 109 | 108 | 108 | 109 |
Avg Bars in Losers | 100 | 116 | 80 | 100 | 116 | 80 |
Bars Traded | 9742 | 5132 | 4610 | 9742 | 5132 | 4610 |
Profit Streak | 154.1698 | 154.1698 | 237.9198 | 154.1698 | 154.1698 | 237.9198 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34605 | -115514 | -252285 | 511397 | 676189 | -577071 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541829600000, "first_datapoint_time": 1546776000000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757865869554, "expiration_time": 1764331848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 59, "offset": 82 } }, "second_band": { "type": "alma", "factors": { "length": 230, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1000245.0764954339, 808884.9118654998, 191360.1646299341, 13148518.287105963, 17112778.53256453, -3964260.2454585694 ], [ 1000.245076, 808.884912, 191.360165, 13148.518287, 17112.778533, -3964.260245 ], [ 0.400058, 0.323522, 0.076536, 0.19563, 0.206121, 0 ], [ 736.707115, 736.707115, 736.707115, 736.707115, 736.707115, 736.707115 ], [ -93516, -52444, -96263, -9169240, -1098049, -10281937 ], [ 3.402565, 5.994713, 1.752274, 1.942925, 7.897959, 0.654185 ], [ 92, 46, 46, 92, 46, 46 ], [ 58, 27, 31, 58, 27, 31 ], [ 34, 19, 15, 34, 19, 15 ], [ 63.043478, 58.695652, 67.391304, 63.043478, 58.695652, 67.391304 ], [ 1.994607, 4.218501, 0.847875, 1.138956, 5.557823, 0.316541 ], [ 249388, 249388, 53708, 10133674, 10133674, 1474109 ], [ -88583, -40135, -88583, -9169240, -654357, -9169240 ], [ 105, 111, 100, 105, 111, 100 ], [ 108, 108, 109, 108, 108, 109 ], [ 100, 116, 80, 100, 116, 80 ], [ 9742, 5132, 4610, 9742, 5132, 4610 ], [ 154.169786, 154.169786, 237.919786, 154.169786, 154.169786, 237.919786 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -34605, -115514, -252285, 511397, 676189, -577071 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541829600000, "first_datapoint_time": 1546776000000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757865869554, "expiration_time": 1764331848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 59, "offset": 82 } }, "second_band": { "type": "alma", "factors": { "length": 230, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|